I have a neural network that performs a classification task, and it works fairly well when the training set is large enough.
However, I'm looking for a way to train the NN with one labelled example at a time.
That is, I intercept data, one example at a time, and I need to update my NN weights. I'm not allowed to store the data for future, batch training purposes.
I have a feed-forward NN built(following Stanford's ML course on Coursera) in octave. I can run back-prop on the NN using each new example, but that approach unreliably converges, and takes a significant amount of time.
Are there any other more efficient algorithms for online learning out there in the context of Neural Networks?
I noticed Matlab's adapt() function seems to do just this. The documentation doesn't specify what it's doing behind the scene. Is it just one iteration of back-prop?